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subject:"USA"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"Simulation"
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USA
Simulation
Estimation theory
370
Schätztheorie
370
Theorie
200
Theory
200
Time series analysis
84
Zeitreihenanalyse
84
Forecasting model
79
Prognoseverfahren
79
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62
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45
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DeJong, David Neil
2
Lin, Wen-ling Tsai
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MacKinnon, James G.
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Nimalendran, Mahendrarajah
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Arguea, Nestor M.
1
Bailey, Natalia
1
Bazdresch, Santiago
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1
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1
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1
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1
Chen, Hui
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of applied econometrics
Journal of forecasting
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Journal of econometrics
69
The review of economics and statistics
48
Working paper / National Bureau of Economic Research, Inc.
39
Economics letters
38
Econometric reviews
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Discussion paper series / IZA
24
American journal of agricultural economics
21
European journal of operational research : EJOR
21
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Discussion paper / Tinbergen Institute
17
Applied economics
16
Journal of financial and quantitative analysis : JFQA
16
Operations research
16
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15
Discussion paper / Center for Economic Research, Tilburg University
15
NBER working paper series
15
The journal of futures markets
15
International economic review
14
Technical working paper / National Bureau of Economic Research
14
The journal of finance : the journal of the American Finance Association
14
International journal of forecasting
13
Journal of macroeconomics
13
Oxford bulletin of economics and statistics
13
The review of economic studies
13
Discussion paper
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Discussion paper / Centre for Economic Policy Research
11
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11
CREATES research paper
10
Econometric theory
10
Journal of economic dynamics & control
10
Journal of monetary economics
10
Journal of money, credit and banking : JMCB
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
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ECONIS (ZBW)
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1
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
2
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
3
Estimating and testing dynamic corporate finance models
Bazdresch, Santiago
;
Kahn, R. Jay
;
Whited, Toni Marion
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
Saved in:
4
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A.
;
Matsa, David A.
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 617-661
Persistent link: https://www.econbiz.de/10010357867
Saved in:
7
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
8
Estimation of treatment effects without an exclusion restriction : with an application to the analysis of the School Breakfast Program
Millimet, Daniel L.
;
Tchernis, Rusty
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 982-1017
Persistent link: https://www.econbiz.de/10010351088
Saved in:
9
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
10
Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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